That is because your current entries are just "Text", and will be sorted in alphabetic order, like all text is.
If you want it to be sorted in date order, you would need to enter valid dates., so it can sort in date order.
For example, you could enter a valid date of 1/1/2024 (in the US) or 2024/1/1 (in Europe), and then format that cell as "mmmm" to get it to show "January".
Then it would be stored as a valid date, and show as "January", and sort the way you want.
Or you can do something like Fluff showed above.